-44.7%
S vs PTC
+38.5%
-83.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.4% | +7.6% | +7.8% |
| 7D | +1.6% | +0.8% | +0.8% | +1.0% |
| 30D | -10.5% | +0.7% | -11.2% | -10.8% |
| 3M | +9.9% | +32.6% | -22.7% | -14.5% |
| 6M | +41.8% | +33.6% | +8.2% | +7.6% |
| YTD | +56.8% | +12.4% | +44.4% | +38.7% |
| 1Y | +39.0% | +11.2% | +27.8% | +24.7% |
| 3Y | +53.8% | +31.7% | +22.1% | +11.9% |
| 5Y | -68.6% | +60.1% | -128.6% | -81.4% |
| All | -44.7% | +38.5% | -83.2% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling